Finance Application: Portfolio Analysis with a Market Index as a Leading Indicator in Simple Linear Regression

Cynthia Fraser ()
Additional contact information
Cynthia Fraser: University of Virginia, McIntire School of Commerce

Chapter Chapter 6 in Business Statistics for Competitive Advantage with Excel 2019 and JMP, 2019, pp 135-153 from Springer

Abstract: Abstract Simple linear regression of stock rates of return with a Market index provides an estimate of beta, a measure of risk, which is central to finance investment theory.

Date: 2019
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-20374-0_6

Ordering information: This item can be ordered from
http://www.springer.com/9783030203740

DOI: 10.1007/978-3-030-20374-0_6

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().